To be fair, you have to have a very high IQ to understand xkcd. The humour is extremely subtle, and without a solid grasp of theoretical physics most of the jokes will go over a typical viewer's head. There's also blackhats nihilistic outlook, which is deftly woven into his characterisation- his personal philosophy draws heavily from early internet forums, for instance. The fans understand this stuff; they have the intellectual capacity to truly appreciate the depths of these jokes, to realise that they're not just funny- they say something deep about LIFE.

Aeronautics isn't too far fetched for a comic series aimed at (astro-)physicists and computer scientists.

It's hard to run if you aren't touching the ground

Earth. Humans usually die on the other ones.

I think there are benefits and drawbacks to different gravity to earth. As you say, less atmosphere would help with air resistance, but they'd be in contact with the ground less often too and therefore have less opportunity to give themself forward momentum.

We also have to think about breathability of the atmosphere. If they need to wear some gear in order to breathe, that will slow them down

On balance, I think the boring answer of earth seems like the correct one

Probably a good physics question, but might have to define "running" more than we generally do. I'd imagine that with super low gravity and minimal atmosphere, the fastest thing would be to have cleats on the toes of your shoes and essentially jump with a shallow angle to the ground and basically fly until you sink enough to do it again.

Top performing sprinters accelerate faster that 1g, so slightly increasing the gravity would probably make them faster on very short distances.
For long distances it would probably be some low gravity jumping limited by the relative speed between foot and torso that you can create before touching the ground and decelerate before overextending the leg.